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HDLV.L vs. SPMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLV.L vs. SPMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDLV.L achieves a 13.01% return, which is significantly higher than SPMV.L's 4.24% return. Over the past 10 years, HDLV.L has underperformed SPMV.L with an annualized return of 6.77%, while SPMV.L has yielded a comparatively higher 9.98% annualized return.


HDLV.L

1D
0.58%
1M
5.47%
6M
10.68%
YTD
13.01%
1Y
15.42%
3Y*
12.28%
5Y*
7.64%
10Y*
6.77%

SPMV.L

1D
-0.19%
1M
0.14%
6M
4.46%
YTD
4.24%
1Y
10.52%
3Y*
12.84%
5Y*
8.28%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLV.L vs. SPMV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
13.01%3.58%16.39%1.20%0.44%24.81%-10.91%18.81%-7.12%11.37%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.24%11.55%18.68%9.94%-11.05%24.98%7.41%31.25%-5.35%16.05%

Correlation

The correlation between HDLV.L and SPMV.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.70

Over the past year, the correlation between HDLV.L and SPMV.L has dropped to 0.37 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

HDLV.L vs. SPMV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDLV.L
HDLV.L Risk / Return Rank: 4949
Overall Rank
HDLV.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HDLV.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HDLV.L Omega Ratio Rank: 4646
Omega Ratio Rank
HDLV.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
HDLV.L Martin Ratio Rank: 3939
Martin Ratio Rank

SPMV.L
SPMV.L Risk / Return Rank: 4747
Overall Rank
SPMV.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HDLV.L vs. SPMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HDLV.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

2.14

1.68

+0.46

Martin ratioReturn relative to average drawdown

4.85

6.62

-1.76

HDLV.L vs. SPMV.L - Sharpe Ratio Comparison

The current HDLV.L Sharpe Ratio is 1.39, which is comparable to the SPMV.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HDLV.L and SPMV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HDLV.L vs. SPMV.L - Drawdown Comparison

The maximum HDLV.L drawdown since its inception was -41.00%, which is greater than SPMV.L's maximum drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for HDLV.L and SPMV.L.


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Drawdown Indicators


HDLV.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.00%

-33.34%

-7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-6.23%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.56%

-12.31%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-18.58%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

-33.34%

-7.66%

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-5.65%

-3.13%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.59%

+1.58%

Volatility

HDLV.L vs. SPMV.L - Volatility Comparison

Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) has a higher volatility of 3.90% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) at 1.82%. This indicates that HDLV.L's price experiences larger fluctuations and is considered to be riskier than SPMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLV.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

1.82%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

6.37%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

8.50%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

12.67%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

13.77%

+2.36%

HDLV.L vs. SPMV.L - Expense Ratio Comparison

HDLV.L has a 0.30% expense ratio, which is higher than SPMV.L's 0.20% expense ratio.


Dividends

HDLV.L vs. SPMV.L - Dividend Comparison

HDLV.L's dividend yield for the trailing twelve months is around 3.42%, while SPMV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
3.42%3.91%3.54%4.04%3.56%3.37%4.35%3.69%3.79%3.07%3.07%1.89%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDLV.L and SPMV.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPMV.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPMV.L is cheaper with a 0.20% expense ratio, compared with 0.30% for HDLV.L.

HDLV.L tracks S&P 500 Low Volatility High Dividend Index, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for HDLV.L and 0.20% for SPMV.L.

Portfolio Optimizer

Find the right allocation for HDLV.L and SPMV.L

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